Clustering: Partition Clustering
Lecture outline
• Distance/Similarity between data objects
• Data objects as geometric data points
• Clustering problems and algorithms
– K-means
– K-median
– K-center
What is clustering?
• A grouping of data objects such that the objects within a
group are similar (or related) to one another and different
from (or unrelated to) the objects in other groups
Intra-cluster
distances are
minimized
Inter-cluster
distances are
maximized
Outliers
• Outliers are objects that do not belong to any cluster or
form clusters of very small cardinality
cluster
outliers
• In some applications we are interested in discovering
outliers, not clusters (outlier analysis)
Why do we cluster?
• Clustering : given a collection of data objects group them so
that
– Similar to one another within the same cluster
– Dissimilar to the objects in other clusters
• Clustering results are used:
– As a stand-alone tool to get insight into data distribution
• Visualization of clusters may unveil important information
– As a preprocessing step for other algorithms
• Efficient indexing or compression often relies on clustering
Applications of clustering?
• Image Processing
– cluster images based on their visual content
• Web
– Cluster groups of users based on their access
patterns on webpages
– Cluster webpages based on their content
• Bioinformatics
– Cluster similar proteins together (similarity wrt
chemical structure and/or functionality etc)
• Many more…
The clustering task
• Group observations into groups so that the
observations belonging in the same group are
similar, whereas observations in different groups
are different
• Basic questions:
– What does “similar” mean
– What is a good partition of the objects? I.e., how is
the quality of a solution measured
– How to find a good partition of the observations
Observations to cluster
•
Real-value attributes/variables
– e.g., salary, height
•
Binary attributes
– e.g., gender (M/F), has_cancer(T/F)
•
Nominal (categorical) attributes
– e.g., religion (Christian, Muslim, Buddhist, Hindu, etc.)
•
Ordinal/Ranked attributes
– e.g., military rank (soldier, sergeant, lutenant, captain, etc.)
•
Variables of mixed types
– multiple attributes with various types
Observations to cluster
• Usually data objects consist of a set of attributes (also
known as dimensions)
• J. Smith, 20, 200K
• If all d dimensions are real-valued then we can
visualize each data point as points in a d-dimensional
space
• If all d dimensions are binary then we can think of each
data point as a binary vector
Distance functions
• The distance d(x, y) between two objects xand y is a metric if
–
–
–
–
d(i, j)0 (non-negativity)
d(i, i)=0 (isolation)
d(i, j)= d(j, i) (symmetry)
d(i, j) ≤ d(i, h)+d(h, j) (triangular inequality) [Why do we need it?]
• The definitions of distance functions are usually different for
real, boolean, categorical, and ordinal variables.
• Weights may be associated with different variables based on
applications and data semantics.
Data Structures
attributes/dimensions
• data matrix
tuples/objects
 x11
 ...

x
 i1
 ...
x
 n1
...
...
...
...
...
x
1
...
x
i
...
x
n
... x 
1d 
... ... 
... x 
id 
... ... 
... x 
nd 
objects
objects
• Distance matrix
 0
 d(2,1)
0

 d(3,1) d ( 3,2) 0

:
:
 :
d ( n,1) d ( n,2) ...






... 0
Distance functions for binary vectors
• Jaccard similarity between binary vectors X and Y
JSim ( X , Y ) 
X Y
X Y
• Jaccard distance between binary vectors X and Y
Jdist(X,Y) = 1- JSim(X,Y)
• Example:
• JSim = 1/6
• Jdist = 5/6
Q1 Q2 Q3 Q4 Q5 Q6
X
1
0
0
1
1
1
Y
0
1
1
0
1
0
Distance functions for real-valued vectors
• Lp norms or Minkowski distance:




p
p
L p ( x, y)  | x  y |  | x  y | ... | x  x |
1 1
2 2
d d
p 1/ p




1/ p


 


d
(x  y )
i
i
i 1





where p is a positive integer
• If p = 1, L1 is the Manhattan (or city block) distance:
L ( x, y) | x1  y1 |  | x  y | ... | x  y |
1
2 2
d d
d
x y
i
i
i 1

Distance functions for real-valued
vectors
• If p = 2, L2 is the Euclidean distance:
d ( x, y)  (| x  y |2  | x  y |2 ... | x  y |2 )
1 1
2 2
d d
• Also one can use weighted distance:
d ( x, y)  (w | x  x |2 w | x  x |2 ... w | x  y |2 )
1 1 1
2 2 2
d d d
d ( x, y)  w x  y  w x  y ... w x  y
1 1 1 2 2 2
d d d
• Very often Lpp is used instead of Lp (why?)
Partitioning algorithms: basic concept
• Construct a partition of a set of n objects into a set of k clusters
– Each object belongs to exactly one cluster
– The number of clusters k is given in advance
The k-means problem
• Given a set X of n points in a d-dimensional space
and an integer k
• Task: choose a set of k points {c1, c2,…,ck} in the
d-dimensional space to form clusters {C1, C2,…,Ck}
such that
k
Cost (C )    L2 x  ci 
2
i 1 xCi
is minimized
• Some special cases: k = 1, k = n
Algorithmic properties of the k-means
problem
• NP-hard if the dimensionality of the data is at least 2
(d>=2)
• Finding the best solution in polynomial time is
infeasible
• For d=1 the problem is solvable in polynomial time
(how?)
• A simple iterative algorithm works quite well in
practice
The k-means algorithm
• One way of solving the k-means problem
• Randomly pick k cluster centers {c1,…,ck}
• For each i, set the cluster Ci to be the set of points in X
that are closer to ci than they are to cj for all i≠j
• For each i let ci be the center of cluster Ci (mean of the
vectors in Ci)
• Repeat until convergence
Properties of the k-means algorithm
• Finds a local optimum
• Converges often quickly (but not always)
• The choice of initial points can have large
influence in the result
Two different K-means Clusterings
3
2.5
Original Points
2
y
1.5
1
0.5
0
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
x
2.5
2.5
2
2
1.5
1.5
y
3
y
3
1
1
0.5
0.5
0
0
-2
-1.5
-1
-0.5
0
0.5
1
1.5
x
Optimal Clustering
2
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
x
Sub-optimal Clustering
Discussion k-means algorithm
• Finds a local optimum
• Converges often quickly (but not always)
• The choice of initial points can have large
influence
– Clusters of different densities
– Clusters of different sizes
• Outliers can also cause a problem (Example?)
Some alternatives to random
initialization of the central points
• Multiple runs
– Helps, but probability is not on your side
• Select original set of points by methods other
than random . E.g., pick the most distant
(from each other) points as cluster centers
(kmeans++ algorithm)
The k-median problem
• Given a set X of n points in a d-dimensional
space and an integer k
• Task: choose a set of k points {c1,c2,…,ck} from
X and form clusters {C1,C2,…,Ck} such that
k
Cost (C )    L1 ( x, ci )
i 1 xCi
is minimized
The k-medoids algorithm
• Or … PAM (Partitioning Around Medoids, 1987)
– Choose randomly k medoids from the original dataset
X
– Assign each of the n-k remaining points in X to their
closest medoid
– iteratively replace one of the medoids by one of the
non-medoids if it improves the total clustering cost
Discussion of PAM algorithm
• The algorithm is very similar to the k-means
algorithm
• It has the same advantages and disadvantages
• How about efficiency?
CLARA (Clustering Large Applications)
• It draws multiple samples of the data set, applies PAM on each
sample, and gives the best clustering as the output
• Strength: deals with larger data sets than PAM
• Weakness:
– Efficiency depends on the sample size
– A good clustering based on samples will not necessarily represent a
good clustering of the whole data set if the sample is biased
The k-center problem
• Given a set X of n points in a d-dimensional space
and an integer k
• Task: choose a set of k points from X as cluster
centers {c1,c2,…,ck} such that for clusters
{C1,C2,…,Ck}
R(C)  max j max xC j d ( x, c j )
is minimized
Algorithmic properties of the k-centers
problem
• NP-hard if the dimensionality of the data is at least 2
(d>=2)
• Finding the best solution in polynomial time is
infeasible
• For d=1 the problem is solvable in polynomial time
(how?)
• A simple combinatorial algorithm works well in practice
The furthest-first traversal algorithm
• Pick any data point and label it as point 1
• For i=2,3,…,k
– Find the unlabelled point furthest from {1,2,…,i-1} and
label it as i.
//Use d(x,S) = minyєS d(x,y) to identify the distance //of a
point from a set
– π(i) = argminj<id(i,j)
– Ri=d(i,π(i))
• Assign the remaining unlabelled points to their
closest labelled point
The furthest-first traversal is a 2approximation algorithm
• Claim1: R1≥R2 ≥… ≥Rn
• Proof:
– Rj=d(j,π(j)) = d(j,{1,2,…,j-1})
≤d(j,{1,2,…,i-1}) //j > i
≤d(i,{1,2,…,i-1}) = Ri
The furthest-first traversal is a 2approximation algorithm
• Claim 2: If C is the clustering reported by the
farthest algorithm, then R(C)=Rk+1
• Proof:
– For all i > k we have that
d(i, {1,2,…,k})≤ d(k+1,{1,2,…,k}) = Rk+1
The furthest-first traversal is a 2approximation algorithm
• Theorem: If C is the clustering reported by the farthest algorithm,
and C*is the optimal clustering, then then R(C)≤2xR(C*)
• Proof:
– Let C*1, C*2,…, C*k be the clusters of the optimal k-clustering.
– If these clusters contain points {1,…,k} then R(C)≤ 2R(C*) (triangle
inequality)
– Otherwise suppose that one of these clusters contains two or more of
the points in {1,…,k}. These points are at distance at least Rk from each
other. Thus clusters must have radius
½ Rk ≥ ½ Rk+1= ½ R(C)
What is the right number of clusters?
• …or who sets the value of k?
• For n points to be clustered consider the case
where k=n. What is the value of the error
function
• What happens when k = 1?
• Since we want to minimize the error why don’t
we select always k = n?
Occam’s razor and the minimum
description length principle
• Clustering provides a description of the data
• For a description to be good it has to be:
– Not too general
– Not too specific
• Penalize for every extra parameter that one has to pay
• Penalize the number of bits you need to describe the extra
parameter
• So for a clustering C, extend the cost function as follows:
• NewCost(C) = Cost( C ) + |C| x logn